+369.6%
AEP vs NCLH
-40.8%
+410.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.5% |
| 7D | +0.9% | -4.6% | +5.5% | +1.1% |
| 30D | +1.5% | -19.9% | +21.4% | +2.3% |
| 3M | -1.7% | -22.0% | +20.3% | -0.8% |
| 6M | -4.0% | -28.3% | +24.3% | -3.1% |
| YTD | +10.6% | -33.5% | +44.1% | +11.9% |
| 1Y | +18.6% | -41.5% | +60.1% | +20.5% |
| 3Y | +78.7% | -8.9% | +87.6% | +75.5% |
| 5Y | +65.1% | -40.5% | +105.5% | +62.5% |
| 10Y | +177.7% | -57.0% | +234.7% | +155.3% |
| All | +369.6% | -40.8% | +410.4% | +324.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NCLH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling